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~subject:"Seasonal variations"
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Seasonal variations
Theorie
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139
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Ghysels, Eric
25
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4
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3
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3
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2
Granger, C. W. J.
2
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2
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1
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1
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4
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3
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3
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2
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2
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1
Duration transition and count data models
1
Econometric Research Program research memorandum
1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
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1
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1
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1
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On seasonal effects in duration models
Toldi, M. de
;
Gouriéroux, Christian
;
Monfort, Alain
-
1992
Persistent link: https://www.econbiz.de/10000843795
Saved in:
2
Seasonal adjustment and other data transformations
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
4
,
pp. 410-418
Persistent link: https://www.econbiz.de/10001227133
Saved in:
3
L'analyse économétrique et la saisonnalité
Ghysels, Eric
- In:
L' Actualité économique : revue trimest.
70
(
1994
)
1
,
pp. 43-62
Persistent link: https://www.econbiz.de/10001164056
Saved in:
4
Time-series model with periodic stochastic regime switching: Part 1 : Theory
Ghysels, Eric
- In:
Macroeconomic dynamics
4
(
2000
)
4
,
pp. 467-486
Persistent link: https://www.econbiz.de/10001548619
Saved in:
5
On seasonality and business cycle durations : a nonparametric investigation
Ghysels, Eric
- In:
Journal of econometrics
79
(
1997
)
2
,
pp. 269-290
Persistent link: https://www.econbiz.de/10001335929
Saved in:
6
A time series model with periodic stochastic regime switching
Ghysels, Eric
-
1993
Persistent link: https://www.econbiz.de/10000865918
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7
On the (mis)specification of seasonality and its consequences : an empirical investigation with US data
Ghysels, Eric
- In:
Empirical economics : a journal of the Institute for …
18
(
1993
)
4
,
pp. 747-760
Persistent link: https://www.econbiz.de/10001331522
Saved in:
8
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
9
Dynamic regression and filtered data series : a Laplace approximation to the effects of filtering in small samples
Ghysels, Eric
- In:
Econometric theory
12
(
1996
)
3
,
pp. 432-457
Persistent link: https://www.econbiz.de/10001207534
Saved in:
10
Bayesian inference for periodic regime-switching models
Ghysels, Eric
- In:
Journal of applied econometrics
13
(
1998
)
2
,
pp. 129-143
Persistent link: https://www.econbiz.de/10001241597
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